+353.8%
IBKR vs STLD
+274.1%
+79.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.6% |
| 7D | +7.9% | +2.9% | +4.9% | +6.8% |
| 30D | -2.8% | -5.6% | +2.8% | -1.0% |
| 3M | -10.5% | -11.7% | +1.3% | -7.1% |
| 6M | -3.7% | -2.8% | -1.0% | -4.0% |
| YTD | +27.6% | +36.4% | -8.9% | +12.8% |
| 1Y | +22.5% | +50.0% | -27.5% | +4.9% |
| 3Y | +307.2% | +122.3% | +184.9% | +203.0% |
| All | +353.8% | +274.1% | +79.8% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling